His first club was Malmi Super-Koris ("Malmi super-basketball"), from where he joined one of Finland's top clubs, Espoo Honka in 2004-05 season. Under the guidance of coach Mihailo Pavićević he quickly developed into a key component of Honka's 2006-07 Finnish Championship-winning side. During the 2006-07 campaign Koponen averaged 12.4 points, 2.4 rebounds and 3.7 assists per game. The number of assists may sound small, but in Finland assists are harder to come by than in the NBA because of the difference in FIBA rules,[1] and the league leader had an average of only 5 assists.

Koponen played in the World All-Star team at the Nike Hoop Summit in 2007. He recorded 7 points and 6 assists with only one turnover, playing against future NBA super star, MVP Derrick Rose.

Koponen began his mandatory military service in the Lahti Military Academy in October 2007, participating in a special military service built for professional athletes such as Finnish tennis player Jarkko Nieminen. The Finnish League 2007-08 season began slowly, with Koponen trying to adapt to the military recruit training. Koponen struggled a lot in the opening month of the season, but found his rhythm in November, recording 21.4 points, 4.1 assists, 3.9 rebounds and 2.1 steals a game while draining 55.6% of his 2-point attempts, 45.8% of his 3-point attempts and 81.0% of his free throws. In the first game of December, Koponen played through a concussion and led the Honka Playboys to an overtime victory over Team Componenta, scoring 32 points, grabbing six rebounds and dishing out five assists. After the game, the concussion forced Koponen to be sidelined for a week.

The summer of 2006 was Koponen's coming-out party. First, he played very well in the FIBA Europe Under-20 Championship B-level competition, leading the Finnish team to third place by losing just one game. After that he was promoted to the senior men's Finnish national team. He showed no fear as he played like a veteran and got to play quite a lot. His best game was against the small country Luxembourg national basketball team; he scored 19 points and handed out 7 assists.

Koponen was a main contributor in the Finnish men's national team in the summer of 2007. Finland earned a spot in European Division A after crushing the Romanian national basketball team in a deciding game by a score of 111-61. Koponen averaged 10.6 points, 2.7 assists, 1.7 rebounds and 1.3 steals in 21.3 minutes a game with the national team. Just days before the national team campaign tipped off, Koponen announced he would return to the Honka Playboys for one more season.